+296.2%
BLK vs SEDG
+73.0%
+223.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.6% | +7.3% | +2.2% |
| 7D | -3.3% | +1.4% | -4.7% | -3.5% |
| 30D | -6.5% | +8.3% | -14.8% | -7.6% |
| 3M | +6.7% | -40.7% | +47.4% | +11.2% |
| 6M | +14.7% | -3.9% | +18.6% | +11.0% |
| YTD | +2.5% | +20.2% | -17.7% | -4.0% |
| 1Y | -2.8% | +17.6% | -20.4% | -10.0% |
| 3Y | +65.9% | -76.6% | +142.5% | +71.8% |
| 5Y | +33.0% | -87.1% | +120.1% | +44.1% |
| 10Y | +281.2% | +105.5% | +175.7% | +181.1% |
| All | +296.2% | +73.0% | +223.3% | +187.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling